CDVine: Statistical Inference of C- And D-Vine Copulas

Functions for statistical inference of canonical vine (C-vine)
and D-vine copulas. Tools for bivariate exploratory data analysis and for bivariate
as well as vine copula selection are provided. Models can be estimated
either sequentially or by joint maximum likelihood estimation.
Sampling algorithms and plotting methods are also included.
Data is assumed to lie in the unit hypercube (so-called copula
data).